The following pages link to (Q2772063):
Displayed 5 items.
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- On the first-passage area of a one-dimensional jump-diffusion process (Q1945603) (← links)
- An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329) (← links)